Using Scenarios for Optimizing Under High Uncertainty, Sensitivity Analysis and Efficient Frontier (Modeling Risk and Realities)

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Destrezas que aprenderás

Summary Statistics, Financial Modeling, Diversification (Finance), Investment

Reseñas

4.6 (399 calificaciones)
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    78.94%
  • 4 stars
    12.53%
  • 3 stars
    5.01%
  • 2 stars
    1.25%
  • 1 star
    2.25%
MK

Apr 30, 2020

Teachers have done an excellent job in explanations. I would recommend this course to many.\n\nSometimes the exercises require very precise answering which is quite frustrating.

GK

Nov 07, 2017

This was a great opportunity to get practical experience about calculating the optimal risky portfolio as well as understanding the importance of Portfolio Diversification.

De la lección
Step 3: Creating an optimal risky portfolio on the efficient frontier

Impartido por:

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    Richard Lambert

    Professor of Accounting
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    Robert W. Holthausen

    Professor
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    Don Huesman

    Managing Director, Wharton Online
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    Richard Waterman

    Professor of Statistics

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